+77.5%
CSGP vs TYL
+164.5%
-87.0%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +4.7% | -0.7% | +1.3% |
| 7D | +18.3% | +17.3% | +1.0% | +8.0% |
| 30D | +17.8% | +28.9% | -11.1% | +2.4% |
| 3M | +9.3% | +35.1% | -25.8% | -7.7% |
| 6M | -7.9% | +29.3% | -37.2% | -20.6% |
| YTD | -51.5% | -6.8% | -44.8% | -50.3% |
| 1Y | -53.3% | -9.9% | -43.4% | -51.3% |
| 3Y | -57.9% | +1.7% | -59.6% | -60.2% |
| 5Y | -61.3% | -21.6% | -39.7% | -58.7% |
| 10Y | +77.5% | +173.5% | -95.9% | -2.5% |
| All | +77.5% | +164.5% | -87.0% | -2.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TYL.
Daily Out/Under-Performance
Portfolio return minus TYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TYL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded TYL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling